A quenched invariance principle for stationary processes

zbMath1277.60056arXiv1202.4875MaRDI QIDQ2866819

Dalibor Volný, Christophe Cuny

Publication date: 9 December 2013

Full work available at URL: https://arxiv.org/abs/1202.4875

zbMATH Keywords

martingalesstationary processCLTquenched invariance principles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (14)

Study of almost everywhere convergence of series by mean of martingale methods ⋮ Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ On the functional CLT for stationary Markov chains started at a point ⋮ Limit theorems and inequalities via martingale methods ⋮ Invariance principle via orthomartingale approximation ⋮ Limit theorems for Markov chains by the symmetrization method ⋮ A quenched weak invariance principle ⋮ On the quenched central limit theorem for stationary random fields under projective criteria ⋮ Quenched central limit theorems for sums of stationary processes ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Quenched limit theorems for Fourier transforms and periodogram ⋮ An invariance principle for stationary random fields under Hannan's condition ⋮ A compact LIL for martingales in \(2\)-smooth Banach spaces with applications ⋮ Quenched Invariance Principles via Martingale Approximation

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